The curse of the ninth superstition originated in the late-Romantic period of classical music.
[1] According to Arnold Schoenberg, the superstition began with Gustav Mahler, who, after writing his Eighth Symphony, wrote Das Lied von der Erde, which, while structurally a symphony, was able to be disguised as a song cycle, each movement being a setting of a poem for soloist and orchestra.
[1] Upon realizing this, Mahler created the curse of the ninth and led this superstition into popularity by seemingly proving it true.
This superstition has, however, lost popularity, and while it is spoken about, any possible "proof" of it has not happened recently as it did in the era of Beethoven and Mahler.
[1] As Maddy Shaw Roberts writes, "The Curse of the Nine is a great story, and it probably fueled a lot of the angst behind Mahler's heart-wrenching symphonies.